//
//
//                      BSCallClass.cpp
//
//

#include <BSCallClass.h>
#include <BlackScholesFormulas.h>

BSCall::BSCall(double r_, double d_,
               double T_, double Spot_,
               double Strike_)
               :
               r(r_),d(d_),
               T(T_),Spot(Spot_),
               Strike(Strike_)
{}

double BSCall::operator()(double Vol) const
{
    return BlackScholesCall(Spot,Strike,r,d,Vol,T);
}


/*
 *
 * Copyright (c) 2002
 * Mark Joshi
 *
 * Permission to use, copy, modify, distribute and sell this
 * software for any purpose is hereby
 * granted without fee, provided that the above copyright notice
 * appear in all copies and that both that copyright notice and
 * this permission notice appear in supporting documentation.
 * Mark Joshi makes no representations about the
 * suitability of this software for any purpose. It is provided
 * "as is" without express or implied warranty.
*/

